Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Banks launch 'super-SIV' to rescue ailing funds
A multi-billion dollar initiative by a group of investment banks sees the launch of a super-conduit that will buy assets from struggling SIVs. Banks hope the fund will bring liquidity to the market
Deal of the month
Schneider Electric
Euro investment-grade liquidity survey
Secondary market liquidity
Deal of the month
Royal Bank of Scotland
Hedge funds: The bargain hunters
There are rich pickings to be had amongst the ruins of the summer's ravaged credit markets: hedge funds that survived the crisis are now putting together funds to invest in the wide availability of cheap securities. Nikki Marmery meets the executives at…
Back to Basics
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask ... Mel Mitchley, industry relations director at Callcredit, looks at the credit search market
Markit to distribute data on Reuters 3000 Xtra
The new service - the first time Markit has distributed data via a third party - will give Reuters users access to pricing on the iTraxx and CDX indices, as well as end-of-day pricing on other credits
Legal Spotlight
In the first of a two-part article, Laurence Pettit, a partner at Baker & McKenzie, argues that credit rating agencies are not the malign influence that some would portray them as; rather they are a product of a regulatory regime that gave them the space…
How bonus structures contributed to the credit crisis
For a fistful of dollars
The subprime shake-down
The subprime mortgage market - the root of all the summer's troubles - may well be in turmoil but nobody is suggesting it is about to disappear as a source of financing for securitisations. The question is, what part will it play when the dust finally…
Q&A: Rick McVey
In the wake of news that Thomson is to sell off part of TradeWeb, we ask the chief exec of e-trading platform MarketAxess how he sees the electronic bond trading landscape evolving
Starting from zero
The EBRD's Alex Tanase has worked with mortgage lenders across central and eastern Europe to develop nascent mortgage markets - often starting from nothing. By Dippy Singh
Not stressed enough
Stress testing
Aussies show their backbone
Australia